Application of rational expansion method for stochastic differential equations
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Publication:426554
DOI10.1016/j.amc.2011.11.010zbMath1359.60081MaRDI QIDQ426554
Publication date: 11 June 2012
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.11.010
35R05: PDEs with low regular coefficients and/or low regular data
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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